scientific article; zbMATH DE number 1409902

MaRDI QIDQ4940320zbMATH OpenFDO

Authors Anatoliy Swishchuk, O. E. Lukin

Publication date 2 March 2000

zbMATH Keywords

interpolationMarkov processextrapolation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov renewal processes, semi-Markov processes (60K15) Stochastic integral equations (60H20)

Recommendations

• scientific article; zbMATH DE number 850363
• Conditionally optimal interpolation of random processes defined by stochastic differential equations
• Filtration of components of processes of random evolution
• scientific article; zbMATH DE number 3850187
• A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I

Cited in

(3)

• Conditionally optimal interpolation of random processes defined by stochastic differential equations
• scientific article; zbMATH DE number 4022279 (Why is no real title available?)
• scientific article; zbMATH DE number 3878080 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4940320)